Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
- | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | - | - |
18.12.2020 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
17.12.2020 | - | - | 0.02 | 0 | 500'000 | 0 | 0 | 0 | 0 | 0.00% | 98.82% |
16.12.2020 | 133.33% | 0.01 | 0.02 | 500'000 | 500'000 | 500'000 | 500'000 | 2'500 | 12'500 | 62.44% | 100.00% |
15.12.2020 | 93.36% | 0.01 | 0.03 | 500'000 | 500'000 | 500'000 | 500'000 | 4'609 | 12'517 | 100.00% | 100.00% |
14.12.2020 | 115.16% | 0.01 | 0.03 | 500'000 | 500'000 | 500'000 | 500'000 | 3'599 | 12'939 | 100.00% | 100.00% |
11.12.2020 | 52.73% | 0.02 | 0.03 | 500'000 | 500'000 | 500'000 | 500'000 | 10'854 | 18'354 | 99.98% | 99.98% |
10.12.2020 | 75.68% | 0.02 | 0.03 | 500'000 | 500'000 | 500'000 | 500'000 | 6'355 | 13'855 | 99.96% | 99.96% |
09.12.2020 | 78.58% | 0.02 | 0.03 | 500'000 | 500'000 | 500'000 | 500'000 | 5'936 | 13'436 | 99.26% | 99.26% |
08.12.2020 | 38.77% | 0.02 | 0.04 | 500'000 | 500'000 | 500'000 | 500'000 | 16'302 | 23'802 | 100.00% | 100.00% |